DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40921 | BusinessDayConvention | @BizDayCnvtn | N |
The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. |
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| <BusinessCenterGrp> | N | ||||||
| 40922 | DateRollConvention | @Roll | N |
The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. |
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